int SESSION_ID; //会话编号
#endregion Fields
#region Methods
public void Run()
{
api = new KSFTTraderAdapter();
cosApi = api.LoadExtApi(COS_API);
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
cosApi.OnRspInitInsertConditionalOrder += new RspInitInsertConditionalOrder(OnRspInitInsertConditionalOrder);
cosApi.OnRspQueryConditionalOrder += new RspQueryConditionalOrder(OnRspQueryConditionalOrder);
cosApi.OnRspInsertProfitAndLossOrder += new RspInsertProfitAndLossOrder(OnRspInsertProfitAndLossOrder);
cosApi.OnRspModifyConditionalOrder += new RspModifyConditionalOrder(OnRspModifyConditionalOrder);
cosApi.OnRspModifyProfitAndLossOrder += new RspModifyProfitAndLossOrder(OnRspModifyProfitAndLossOrder);
cosApi.OnRspPauseConditionalOrder += new RspPauseConditionalOrder(OnRspPauseConditionalOrder);
cosApi.OnRspQueryProfitAndLossOrder += new RspQueryProfitAndLossOrder(OnRspQueryProfitAndLossOrder);
cosApi.OnRspRemoveConditionalOrder += new RspRemoveConditionalOrder(OnRspRemoveConditionalOrder);
cosApi.OnRspRemoveProfitAndLossOrder += new RspRemoveProfitAndLossOrder(OnRspRemoveProfitAndLossOrder);
cosApi.OnRspSelectConditionalOrder += new RspSelectConditionalOrder(OnRspSelectConditionalOrder);
cosApi.OnRtnCOSAskSelect += new RtnCOSAskSelect(OnRtnCOSAskSelect);
cosApi.OnRtnCOSStatus += new RtnCOSStatus(OnRtnCOSStatus);
cosApi.OnRtnPLStatus += new RtnPLStatus(OnRtnPLStatus);
api.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册公有流
api.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册私有流
try
{
api.RegisterFront(FRONT_ADDR);
api.Init();
api.Join(); // 阻塞直到关闭或者CTRL+C
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
finally
{
api.Release();
}
}
private IDictionary <int, ICollection <ThostFtdcInvestorPositionField> > _positions = new Dictionary <int, ICollection <ThostFtdcInvestorPositionField> >(); // 键是reqeust id
public void Initialize()
{
var configPath = Path.Combine(Path.GetDirectoryName(this.GetType().Assembly.Location), "Kingstar.yaml");
if (!File.Exists(configPath))
{
throw new Exception(string.Format("{0}初始化失败，配置文件{1}不存在", this.GetType().FullName, configPath));
}
using (var reader = new StreamReader(configPath))
{
var deserializer = new Deserializer(namingConvention: new UnderscoredNamingConvention());
this._config = deserializer.Deserialize <Config>(reader);
}
// ================================================================================
// 交易初始化
// ================================================================================
this._trade = new KSFTTraderAdapter(Path.GetDirectoryName(this.GetType().Assembly.Location));
this._trade.OnFrontConnected += _trade_OnFrontConnected;
this._trade.OnRspUserLogin += _trade_OnRspUserLogin;
this._trade.OnRspQryInstrument += _trade_OnRspQryInstrument;
this._trade.OnRspError += OnRspError;
this._trade.OnRspQryTradingAccount += _trade_OnRspQryTradingAccount;
this._trade.OnRspQryOrder += _trade_OnRspQryOrder;
this._trade.OnRspOrderInsert += (order, rsp, _3, _4) =>
{
if (rsp.ErrorID != 0)
{
this.OnLog($"ERROR: OnRspOrderInsert: {nameof(rsp.ErrorID) + rsp.ErrorID}, {nameof(rsp.ErrorMsg) + rsp.ErrorMsg}");
}
};
this._trade.OnRtnOrder += _trade_OnRtnOrder;
this._trade.OnRtnTrade += _ =>
{
this.QueryPositions();
this.OnTrade(new Trade {
InstrumentID = _.InstrumentID, Price = _.Price, Qty = _.Volume
});
};
this._trade.OnRspQryInvestorPosition += (positionField, rspField, requestId, isLast) =>
{
if (positionField != null)
{
this._positions[requestId].Add(positionField);
}
if (isLast)
{
if (rspField.ErrorID != 0)
{
throw new Exception($"查询持仓失败，代码：{rspField.ErrorID}，描述：{rspField.ErrorMsg}");
}
this.Account.Positions = this._positions[requestId].Select(_ => _.ToOptionPosition()).ToList();
this._positions.Remove(requestId);
}
};
foreach (var f in this._config.TradingFrontends)
{
this._trade.RegisterFront(f);
}
this._trade.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK);
this._trade.Init();
this.OnLog("等待交易登录响应。。。");
this._asyncWaiter.WaitOne();
// ================================================================================
// 行情初始化
// ================================================================================
this._market = new KSFTMDAdapter();
this._market.OnRspError += OnRspError;
this._market.OnFrontConnected += _market_OnFrontConnected;
this._market.OnRspUserLogin += _market_OnRspUserLogin;
this._market.OnRtnDepthMarketData += _market_OnRtnDepthMarketData;
foreach (var f in this._config.MarketFrontends)
{
this._market.RegisterFront(f);
}
this._market.Init();
this.OnLog("等待行情登录响应。。。");
this._asyncWaiter.WaitOne();
this.OnLog("查询合约并订阅行情。。。");
var ret = this._trade.ReqQryInstrument(new ThostFtdcQryInstrumentField {
ExchangeID = "SSE"
}, this._session.NextRequestID());
this._asyncWaiter.WaitOne();
}
int SESSION_ID; //会话编号
#endregion Fields
#region Methods
public void Run()
{
api = new KSFTTraderAdapter();
api.OnFrontConnected += new FrontConnected(OnFrontConnected);
api.OnFrontDisconnected += new FrontDisconnected(OnFrontDisconnected);
api.OnHeartBeatWarning += new HeartBeatWarning(OnHeartBeatWarning);
api.OnRspError += new RspError(OnRspError);
api.OnRspUserLogin += new RspUserLogin(OnRspUserLogin);
api.OnRspUserLogout += new RspUserLogout(OnRspUserLogout);
api.OnRspUserPasswordUpdate += new RspUserPasswordUpdate(OnRspUserPasswordUpdate);
api.OnRspTradingAccountPasswordUpdate += new RspTradingAccountPasswordUpdate(OnRspTradingAccountPasswordUpdate);
api.OnRspOrderAction += new RspOrderAction(OnRspOrderAction);
api.OnRspOrderInsert += new RspOrderInsert(OnRspOrderInsert);
api.OnRspQueryMaxOrderVolume += new RspQueryMaxOrderVolume(OnRspQueryMaxOrderVolume);
api.OnRspQryOrder += new RspQryOrder(OnRspQryOrder);
api.OnRspQryTrade += new RspQryTrade(OnRspQryTrade);
api.OnRspQryInvestor += new RspQryInvestor(OnRspQryInvestor);
api.OnRspQryTradingCode += new RspQryTradingCode(OnRspQryTradingCode);
api.OnRspQryInstrumentMarginRate += new RspQryInstrumentMarginRate(OnRspQryInstrumentMarginRate);
api.OnRspQryInstrumentCommissionRate += new RspQryInstrumentCommissionRate(OnRspQryInstrumentCommissionRate);
api.OnRspQryExchange += new RspQryExchange(OnRspQryExchange);
api.OnRspQryDepthMarketData += new RspQryDepthMarketData(OnRspQryDepthMarketData);
api.OnRspQrySettlementInfo += new RspQrySettlementInfo(OnRspQrySettlementInfo);
api.OnRspQryInvestorPositionDetail += new RspQryInvestorPositionDetail(OnRspQryInvestorPositionDetail);
api.OnRspQryNotice += new RspQryNotice(OnRspQryNotice);
api.OnRspQrySettlementInfoConfirm += new RspQrySettlementInfoConfirm(OnRspQrySettlementInfoConfirm);
api.OnRspQryInvestorPositionCombineDetail += new RspQryInvestorPositionCombineDetail(OnRspQryInvestorPositionCombineDetail);
api.OnRspQryEWarrantOffset += new RspQryEWarrantOffset(OnRspQryEWarrantOffset);
api.OnRspQryTransferSerial += new RspQryTransferSerial(OnRspQryTransferSerial);
api.OnRspQryAccountregister += new RspQryAccountregister(OnRspQryAccountregister);
api.OnRspQryInstrument += new RspQryInstrument(OnRspQryInstrument);
api.OnRspQryInvestorPosition += new RspQryInvestorPosition(OnRspQryInvestorPosition);
api.OnRspQryTradingAccount += new RspQryTradingAccount(OnRspQryTradingAccount);
api.OnRspSettlementInfoConfirm += new RspSettlementInfoConfirm(OnRspSettlementInfoConfirm);
api.OnRtnOrder += new RtnOrder(OnRtnOrder);
api.OnRtnTrade += new RtnTrade(OnRtnTrade);
api.OnErrRtnOrderInsert += new ErrRtnOrderInsert(OnErrRtnOrderInsert);
api.OnErrRtnOrderAction += new ErrRtnOrderAction(OnErrRtnOrderAction);
api.OnRtnInstrumentStatus += new RtnInstrumentStatus(OnRtnInstrumentStatus);
api.OnRtnTradingNotice += new RtnTradingNotice(OnRtnTradingNotice);
api.OnRspQryContractBank += new RspQryContractBank(OnRspQryContractBank);
api.OnRspQryTradingNotice += new RspQryTradingNotice(OnRspQryTradingNotice);
api.OnRspQryBrokerTradingParams += new RspQryBrokerTradingParams(OnRspQryBrokerTradingParams);
api.OnRspQryBrokerTradingAlgos += new RspQryBrokerTradingAlgos(OnRspQryBrokerTradingAlgos);
api.OnRspFromBankToFutureByFuture += new RspFromBankToFutureByFuture(OnRspFromBankToFutureByFuture);
api.OnRspFromFutureToBankByFuture += new RspFromFutureToBankByFuture(OnRspFromFutureToBankByFuture);
api.OnRspQueryBankAccountMoneyByFuture += new RspQueryBankAccountMoneyByFuture(OnRspQueryBankAccountMoneyByFuture);
api.OnRspQryInvestorOpenPosition += new RspQryInvestorOpenPosition(OnRspQryInvestorOpenPosition);
api.OnRspQryInvestorOpenCombinePosition += new RspQryInvestorOpenCombinePosition(OnRspQryInvestorOpenCombinePosition);
api.OnRspBulkCancelOrder += new RspBulkCancelOrder(OnRspBulkCancelOrder);
api.SubscribePublicTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册公有流
api.SubscribePrivateTopic(EnumTeResumeType.THOST_TERT_QUICK); // 注册私有流
try
{
api.RegisterFront(FRONT_ADDR);
api.Init();
api.Join(); // 阻塞直到关闭或者CTRL+C
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
finally
{
api.Release();
}
}
